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Records for time-dependent stationary Gaussian sequences - MaRDI portal

Records for time-dependent stationary Gaussian sequences (Q5109490)

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scientific article; zbMATH DE number 7199523
Language Label Description Also known as
English
Records for time-dependent stationary Gaussian sequences
scientific article; zbMATH DE number 7199523

    Statements

    title
    Records for time-dependent stationary Gaussian sequences (English)
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    author
    Michael Falk
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    Amir Khorrami Chokami
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    Simone A. Padoan
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    publication date
    12 May 2020
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    zbMATH Keywords
    arrival time
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    closed skew-normal distribution
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    Gaussian process
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    increments
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    joint records
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    record
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    strictly stationary process
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    Identifiers

    Mathematics Subject Classification ID
    60G15
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    60G10
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    60G70
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    zbMATH DE Number
    7199523
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    OpenAlex ID
    W3023590718
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    arXiv ID
    1807.00337
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    DOI
    10.1017/JPR.2019.77
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